Thursday, June 18, 200910:30 AM - 11:30 AMCNLS Conference Room (TA-3, Bldg 1690)|
Entropy methods in the problem of moments
Charles MartinUniversity of California, Santa Barbara
Given a subset of Euclidean space and a positive density (or measure), one can compute the moments. The `problem of moments' is the inverse problem; i.e., given the moments on a domain, determine the density. We address the
approximation problem: Given only finitely many moments there are many solutions to the problem, so we seek the one that maximizes an entropy
functional. We'll discuss the pros and cons of the approach and pose some open questions.
Host: Razvan Teodorescu, CNLS/T-4